Variable selection for case-cohort studies with failure time outcome.

ABSTRACT: Case-cohort designs are widely used in large cohort studies to reduce the cost associated with covariate measurement. In many such studies the number of covariates is very large, so an efficient variable selection method is necessary. In this paper, we study the properties of a variable selection procedure using the smoothly clipped absolute deviation penalty in a case-cohort design with a diverging number of parameters. We establish the consistency and asymptotic normality of the maximum penalized pseudo-partial-likelihood estimator, and show that the proposed variable selection method is consistent and has an asymptotic oracle property. Simulation studies compare the finite-sample performance of the procedure with tuning parameter selection methods based on the Akaike information criteri

SUBMITTER: Ni AI 

PROVIDER: S-EPMC5436496 | biostudies-literature | 2016 Sep

REPOSITORIES: biostudies-literature